Time-Varying Impact of Commodity Prices on Output Growth and Inflation in the Eastern European Countries

Time-Varying Impact of Commodity Prices on Output Growth and Inflation in the Eastern European Countries

Using quarterly data for the 2002–2022 period, we estimate the output and inflation effects of several commodity prices (agricultural raw materials, crude oil, and metals) for 8 Eastern European countries with different exchange rate regimes. The Kalman filter is used for estimating the time-varying...

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Bibliographic Details
Main Authors: Roman Kopych, Viktor Shevchuk
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Commodities
Subjects:
commodity prices
output
inflation
Kalman filter
Eastern Europe
Online Access:https://www.mdpi.com/2813-2432/3/1/2

Internet

https://www.mdpi.com/2813-2432/3/1/2

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